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Bilgi Içeren Durdurma Varlığında Yinelemeli Olay Süreci
(Fen Bilimleri Enstitüsü, 2013)
Informative censoring is an important issue which have to be taken into account while modelling recurrent event data. Informative censoring might happen as a result of terminal event such as death or drop out of individuals ...
Yaşam Verilerinin Meta Analizi
(Fen Bilimleri Enstitüsü, 2013)
Nowadays, with the increasing number of studies, it is conferred that many studies conducted with different samples on the same topic, have different results from each other. Meta analysis is the statistical method which ...
Sağlam Kısmi En Küçük Kareler Regresyonu
(Fen Bilimleri Enstitüsü, 2014)
Partial Least Squares Regression (PLSR) method is a Latent Variables (LVs) regression method. Therefore, in this method, firstly, a set of unrelated LVs is predicted and then, the relationship of these LVs with dependent ...
Markov Zinciri Monte Carlo Yönteminin Dinamik Doğrusal Modellere Uygulanması
(Fen Bilimleri Enstitüsü, 2013)
This study deals with implementing three different types of dynamic linear models using dlm package in R. These models are the steady model, the linear growth model and the combined model as a second order polynomial model ...
Destek Vektör Makineleri Üzerine Bir Çalışma
(Fen Bilimleri Enstitüsü, 2014)
Support Vector Machines were introduced by Vladamir Vapnik in 1995 as a new-generation technique, learning from training set which is high-dimensional and whose sample size is much small, by creating and solving a quadratic ...
Kredi Temerrüt Takası Primleri İle Çeşitli Ekonomik Göstergeler Arasındaki İlişkiler
(Fen Bilimleri Enstitüsü, 2013)
Determining the economic variables that affect credit default swap spreads which are known as indicator of country risk and modelling these spreadss have great importance in terms of financial world. In this study, after ...
Uç Değerler Teorisi ve Riske Maruz Değer
(Fen Bilimleri Enstitüsü, 2014)
Value-At-Risk (VaR) is a method, measures the maximum loss of the investment for a given confidence interval and holding period. When the classical VaR models are analyzed, it is shown that these models are based on the ...
Karesel Olumsallık Tablolarında Simetrik Olmayan Modeller
(Fen Bilimleri Enstitüsü, 2015)
Joint distribution of categorical variables is summarized with contingency tables. Square contingency tables represent the equality of level of row and column variables. The data used for analysis of square contingency ...
Yarı Parametrik Regresyon Modelinde Etkili Gözlem Analizi
(Fen Bilimleri Enstitüsü, 2012)
The aim of thesis is to develope diagnostics, used to detect influential observations in linear regression model, for semiparametric regression model and
examine whether the developed diagnostics are successful or not in ...
ÖRNEKLEME YÖNTEMLERİNDE HARTLEY-ROSS TAHMİN EDİCİSİNE DAYALI YENİ TAHMİN EDİCİLER
(Fen Bilimleri Enstitüsü, 2017-04-03)
In this thesis, we have used Hartley-Ross Method to obtain unbiased estimators. We have proposed the families of estimators based on Hartley-Ross estimators in both Simple Random Sampling and Stratified Random Sampling. ...